-13.7%
MDLZ vs AS
+120.4%
-134.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.3% |
| 7D | -1.7% | -4.9% | +3.2% | -1.7% |
| 30D | -2.1% | -19.6% | +17.5% | -2.0% |
| 3M | +1.3% | -14.4% | +15.7% | +1.4% |
| 6M | +6.2% | -20.1% | +26.3% | +6.2% |
| YTD | +15.8% | -20.9% | +36.7% | +15.8% |
| 1Y | +4.1% | -21.9% | +26.0% | +4.1% |
| All | -13.7% | +120.4% | -134.1% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling